About the Lindeberg method for strongly mixing sequences (Q3127362): Difference between revisions

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+On the convergence of sums of random variables in distribution under mixing condition
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+Approximation theorems for independent and weakly dependent random vectors
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+The Berry-Esseen theorem for functionals of discrete Markov chains
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+The Berry-Esse�n theorem for strongly mixing Harris recurrent Markov chains
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+Convergence of Distributions Generated by Stationary Stochastic Processes
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+Mixing: Properties and examples
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+The functional central limit theorem for strongly mixing processes
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+Fourier analysis of distribution functions. A mathematical study of the Laplace-Gaussian law
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+Asymptotic expansions for sums of weakly dependent random vectors
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+Q3911791
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+Some Limit Theorems for Stationary Processes
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+Q5624460
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+A new look at Bergström's theorem on convergence in distribution for sums of dependent random variables
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+On the asymptotic normality of sequences of weak dependent random variables
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+Central limit theorem for stationary linear processes
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+Covariance inequalities for strongly mixing processes
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+A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
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+On the subspaces of \(L^p\) \((p > 2)\) spanned by sequences of independent random variables
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+Convergence of sums of mixing triangular arrays of random vectors with stationary rows
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+On the Convergence Rate in the Central Limit Theorem for Weakly Dependent Random Variables
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+Moment bounds for stationary mixing sequences
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+On the Error of the Gaussian Approximation for Convolutions
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+Publication:3127362